Did Costco say what way the OEM TPMS did not fit. Please bear in mind - there are 2 parts of the TPMS - the stem and the tpms itself. there are multiple types of stems (aftermarket) that can fit the oem tpms. there are aluminum vs rubber stems than can fit the oem tpms. the "stem" is the only one part that gets to contact the rim. The tpms itself just connects to the "stem".
EDIT: Well, look at that! Toyota has indeed moved into the modern era! I found a picture of the 42607-OE030, and it does indeed come with a screw removable valve stem!
Talk to Costco before you buy your own sensors and try to figure out the correct valve stem for the wheels you are interested in buying. You might still be better off going with a universal programmable that has the slotted screw spot meant to accommodate different angle valve stems.
I believe that the Toyota OE sensor for the Gen-4 vans is part number 42607-0E030. And if it's true to most of the sensors used on the past vehicles, it's a 1 piece unit made for the exit angle of the valve hole on OE spec wheels. The metal threaded shaft is permanently attached to the sensor body on a 20 degree angle. All you can change is the core, the rubber inner seal and the outer nut. If the shaft gets damaged, you toss the sensors!
These are other Toyota OE sensors made by TRW and Pacific, and they have all been 1 piece construction.
For this and other reasons, Costco typically uses Schrader universal programmable bodies (like EZ Sensor 33550 or newer) and one of 20+ fit kits that fit a variety of applications.
Also note that Costco really pushes back on Customer Supplied Parts. I got a lot of grief when I walked in with my own sourced and programmed Autel MX sensors for my 2015 van with OE wheels a few weeks back. Had to sign a waiver holding them harmless in the event anything went wrong with the installation, air leaks, registration to the vehicle errors, etc.
Handing them a sensor with a Mercedes valve stem on it will likely get you a refusal to install.